Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,34% | 1,18 CHF | 1,19 CHF | 67 000 | 67 000 | 29 903 | 29 903 | 34 639 CHF | 35 031 CHF | 99,34% | 99,34% |
16/07/2024 | 2,17% | 1,16 CHF | 1,17 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 25 396 CHF | 25 753 CHF | 99,90% | 99,90% |
15/07/2024 | 1,83% | 1,03 CHF | 1,04 CHF | 69 000 | 69 000 | 28 159 | 28 159 | 27 815 CHF | 28 226 CHF | 98,20% | 98,20% |
12/07/2024 | 1,58% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 31 600 | 31 600 | 30 665 CHF | 31 077 CHF | 99,99% | 99,99% |
11/07/2024 | 1,61% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 31 563 | 31 563 | 30 240 CHF | 30 652 CHF | 100,00% | 100,00% |
10/07/2024 | 1,71% | 0,92 CHF | 0,93 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 28 732 CHF | 29 147 CHF | 100,00% | 100,00% |
09/07/2024 | 1,83% | 0,85 CHF | 0,86 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 26 808 CHF | 27 227 CHF | 100,00% | 100,00% |
08/07/2024 | 1,84% | 0,89 CHF | 0,90 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 27 594 CHF | 28 011 CHF | 100,00% | 100,00% |
05/07/2024 | 1,78% | 0,80 CHF | 0,81 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 27 113 CHF | 27 531 CHF | 99,62% | 99,62% |
04/07/2024 | 1,73% | 0,89 CHF | 0,90 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 20 417 CHF | 20 744 CHF | 99,60% | 99,60% |